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Volatility Of Cash Corn Prices By Day-Of-The-Week

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  • Rudel, Richard K.
  • McCamley, Francis P.

Abstract

The volatility of St. Louis cash corn bids by day-of-the-week is examined for the period September 1992 through August 1999. Thursday to Friday, Friday to Monday and Friday to Tuesday (with a holiday on Monday) price changes tend to be larger than other day-to-day changes.

Suggested Citation

  • Rudel, Richard K. & McCamley, Francis P., 2000. "Volatility Of Cash Corn Prices By Day-Of-The-Week," 2000 Annual meeting, July 30-August 2, Tampa, FL 21873, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea00:21873
    DOI: 10.22004/ag.econ.21873
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    References listed on IDEAS

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    Financial Economics; Marketing;

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